Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-10-05 35.955074 38.954173 42.269674 46.244361 50.931793 56.352598 63.201500
2025-10-12 31.357568 35.207766 39.758523 45.657904 53.304949 63.205230 77.617159
2025-10-19 29.112473 33.445943 38.799019 46.127371 56.319157 70.772775 94.671358
2025-10-26 27.918164 32.709025 38.859146 47.706478 60.869953 81.376765 120.622846
2025-11-02 26.509065 31.495995 38.078968 47.908299 63.331001 89.334039 146.426671
2025-11-09 24.714294 29.599124 36.151960 46.153908 62.364912 91.119184 160.645913
2025-11-16 23.171796 27.922220 34.374437 44.394147 61.061923 91.898731 173.153627
2025-11-23 22.631587 27.561819 34.405088 45.363168 64.480368 102.823352 224.088355
2025-11-30 21.847363 26.802875 33.786377 45.216724 65.869583 109.978977 274.051011
2025-12-07 21.023557 25.936073 32.939530 44.598663 66.259005 114.991346 325.955174
2025-12-14 19.808371 24.454788 31.088986 42.158281 62.799784 109.573049 316.623492
2025-12-21 19.358557 24.049667 30.836147 42.383150 64.635639 118.428603 415.656093
2025-12-28 19.316025 24.340755 31.832281 45.180017 73.070861 153.308305 1258.910025
2026-01-04 18.513232 23.480009 30.988099 44.658542 74.385217 168.420708 4056.023617
2026-01-11 17.995021 23.002676 30.701997 45.106147 78.087748 197.394950 NaN
2026-01-18 17.722476 22.873626 30.961762 46.623499 85.029985 255.146165 NaN
2026-01-25 17.242156 22.390945 30.585517 46.817240 88.543880 305.480754 NaN
2026-02-01 16.493015 21.450042 29.365451 45.131962 86.146773 308.899974 NaN
2026-02-08 15.796341 20.563401 28.191408 43.439577 83.409415 306.835978 NaN
2026-02-15 15.568433 20.404098 28.259029 44.371739 89.072821 405.996333 NaN
2026-02-22 15.192710 19.990345 27.852589 44.230903 91.289864 487.784173 NaN
2026-03-01 14.776274 19.493348 27.269160 43.636363 91.811626 555.933571 NaN
2026-03-08 14.128522 18.602878 25.946654 41.286472 85.638547 472.045473 NaN